From what I remember if the plug-in has a ".8bf" extension (Windows based) or any other extension such as ".plugin" or ".thunk" or others (Mac OS). All you need to do is copy or drag the file into the "plug-ins" sub-folder of the Photoshop folder.

For example, for Photoshop CS3 it's typically located at:

C:\Program Files\Adobe\Adobe Photoshop CS3\Plug-Ins (for Windows)

or

Library\Applications\Adobe Photoshop CS3\Plug-Ins (for Mac OS)

If you have installed Photoshop in any other location then you should look for the "plug-ins" folder.

Photoshop must be closed when installing new plug-ins, next time you start Photoshop, the plug-in will be loaded and available in the menu "Filter"